Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-19 10.790752 12.376510 14.081846 16.048192 18.248844 20.631655 23.402673
2025-10-26 8.280270 10.392840 12.841095 15.872011 19.506165 23.705391 28.905315
2025-11-02 7.055591 9.387427 12.222291 15.892329 20.484427 26.004510 33.102218
2025-11-09 6.157786 8.637935 11.785829 16.026303 21.534350 28.386402 37.485949
2025-11-16 5.401750 7.943164 11.294130 15.967828 22.238263 30.271174 41.235422
2025-11-23 4.753798 7.307086 10.795667 15.820151 22.763838 31.899321 44.679953
2025-11-30 4.299536 6.881910 10.526098 15.928586 23.594423 33.920378 48.682921
2025-12-07 4.012398 6.662898 10.513967 16.372836 24.883571 36.588284 53.642874
2025-12-14 3.586704 6.187570 10.081969 16.165720 25.216136 37.926622 56.802821
2025-12-21 3.099434 5.563762 9.370552 15.481419 24.795601 38.157000 58.383974
2025-12-28 2.928560 5.430088 9.393205 15.895727 26.000937 40.743251 63.401130
2026-01-04 2.744803 5.255302 9.332911 16.168132 26.992702 43.043945 68.075990
2026-01-11 2.492159 4.943036 9.033791 16.052576 27.396703 44.515446 71.631851
2026-01-18 2.256058 4.636085 8.718105 15.885329 27.704074 45.847224 75.026182
2026-01-25 2.078277 4.415361 8.526964 15.902421 28.291753 47.612250 79.118968
2026-02-01 1.937007 4.248118 8.413397 16.037647 29.069173 49.691554 83.757923
2026-02-08 1.780031 4.033934 8.198010 15.978712 29.513769 51.252460 87.631389
2026-02-15 1.625978 3.809028 7.944004 15.831099 29.793337 52.548929 91.119038
2026-02-22 1.520280 3.671342 7.839439 15.939544 30.506828 54.562646 95.804911
2026-03-01 1.464621 3.632816 7.918630 16.384079 31.818001 57.595850 102.226921
2026-03-08 1.337020 3.426034 7.656146 16.176832 31.968081 58.702373 105.533637
2026-03-15 1.170292 3.113615 7.159169 15.492124 31.224976 58.270522 106.273540
2026-03-22 1.130350 3.085589 7.233311 15.906680 32.488114 61.285652 112.848498